I have a Winchester forced air furnace that was installed in 2003 new.The frunace will turn on and heat to the desired temp and shut down,this can take from 5-15 minutes.Once the furnace shuts down it may only take 5 minutes before it turns on again.I have a digital thermostat that is approximately 12 feet away from the nearest vent.

You may be able to adjust the cycle times on the digital thermostat or widen the temperature differential. All of this information will be in the manual for the thermostat.